+23.7%
IWM vs BIL
+20.3%
+3.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +2.8% | +0.1% | +2.7% | +2.9% |
| 30D | +0.6% | +0.3% | +0.3% | +1.3% |
| 3M | -7.8% | +0.9% | -8.7% | -6.0% |
| 6M | -1.0% | +1.8% | -2.8% | +3.0% |
| YTD | +13.9% | +3.1% | +10.7% | +20.4% |
| 1Y | +15.4% | +3.7% | +11.8% | +22.8% |
| 3Y | +70.2% | +13.8% | +56.4% | +80.0% |
| 5Y | +23.7% | +20.2% | +3.4% | +14.3% |
| All | +23.7% | +20.3% | +3.4% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BIL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling